Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (2016)
Attributed to:
Emerging Geometries for Statistical Science: Articulating the Vision
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/rssb.12154
Publication URI: http://dx.doi.org/10.1111/rssb.12154
Type: Journal Article/Review
Parent Publication: Journal of the Royal Statistical Society Series B: Statistical Methodology
Issue: 3
ISSN: 1369-7412